ANNOUNCER: Tonight on UNGUARDED WITH RACHEL NICHOLS, unprecedented. Jason Collins, the first openly gay athlete in major men's sports in his first sit-down interview since signing with the Nets.

JASON COLLINS, PROFESSIONAL BASKETBALL PLAYER: It's nice to have a positive impact on someone else's life.

ANNOUNCER: Uncatchable. NASCAR's most popular driver, Dale Earnhardt Jr. fresh off winning his second Daytona 500.

DALE EARNHARDT JR., NASCAR DRIVER: When I won in 2004, I didn't realize what it was worth. So now I get it.

ANNOUNCER: Unforgettable. Rachel recalls the amazing stories and characters she covered during the Sochi Olympics.

DAVID WISE, OLYMPIC GOLD MEDALIST: The first thing I saw, actually, when I landed my first run was this giant cutout of my daughter's face. So it was pretty cool.

(END VIDEO CLIP)

RACHEL NICHOLS, HOST: Welcome to UNGUARDED. Well, it's been quite a week. Remarkable because openly gay college football player Michael Sam worked out at the NFL combine. Remarkable because Jason Collins signed with the Nets, becoming the first openly gay player in any of the four major men's sports.

But perhaps the most remarkable, just two days after Collins signed, his number, 98, had become the NBA's top selling jersey, beating out those belonging to LeBron James, Kevin Durant, Kobe Bryant. Collins hasn't just been included; he's been welcomed.

And in his first sit-down since rejoining the league, he told me why he can now be what he really always wanted, just another basketball player.

(BEGIN VIDEOTAPE) UNIDENTIFIED MALE: And Jason Collins will take the floor.

NICHOLS: So welcome back to the NBA. What have these past few days felt like for you?

COLLINS: It feels great. The last time I played in an NBA game was last April. So trying to get that timing back, and it comes down to when in doubt, go hit somebody.

NICHOLS: That's what a big man should do.

COLLINS: Exactly.

NICHOLS: You had a great line when you first came out. You said, "I've been showering in the NBA for 12 years. Clearly it hasn't killed anybody." You're back in the locker room. You're back in the training room now. Have you noticed anything different?

COLLINS: No, it's the same environment. Twelve years in the NBA, not a problem, not an issue. Year 13, not a problem, not an issue. Same old same old.

NICHOLS: We've seen you out and about in public, most notably at the State of the Union address as a guest of Michelle Obama.

COLLINS: Yes.

NICHOLS: What has it been like for you personally, since you came out last May?

COLLINS: Incredible. I've grown so much as an individual. I've come across so many great people, great organizations. I've heard so many great stories, inspiring stories. And it's nice to have a positive impact on someone else's life.

NICHOLS: Do you feel that you're inspiring some people out there? Have you heard good things?

COLLINS: Yes, I definitely have. I've met some other athletes who are sort of in the same position as I am, and we're sort of like a fraternity just trying to help each other, just trying to keep inspiring each other, whether it be Michael Sam or the list goes on and on of so many great athletes that I've met along my journey. And it's really great to hear each other's stories and keep inspiring each other.

NICHOLS: There are so many kids and even adults out there who are struggling to integrate who they are with the world around them and work and school and everything they have to be. And seeing you get to integrate who you really are, with your work...

COLLINS: Right.

NICHOLS: ... and being who you are as a basketball player, that has been huge. COLLINS: You know, anything's possible. You continue to work hard. That's what I did over the past ten months, in addition to doing all the, you know, fun, exciting things is the day before the State of the Union, I ran five miles on a trail run.

So, you know, it's always about continuing to train, continuing to work hard and always having that positive mindset that good things will happen if you, you know, prepare for it.

NICHOLS: You're wearing No. 98...

COLLINS: Yes.

NICHOLS: ... for Matthew Shepard, the college student who in 1998 was tied to a fence post, beaten, tortured and killed. But now you've turned that into something where you're celebrating his life with that number. And that jersey has become the top selling jersey in the NBA this week. What does that mean to you?

(CROSSTALK)

COLLINS: Yes, yes. It's really cool to see the support that's out there. Yes, it's cool to see that people are going out there and buying the jersey and wearing it with pride. So I hope that continues, and you know, I'll keep wearing the jersey, keep going out there and trying to do my job.

NICHOLS: We're here in Denver, and Matthew Shepard's family lives in Wyoming. But they drove here to Denver to come see you, to meet you. What's special about getting to share some time with them?

COLLINS: I was very fortunate to speak with Matthew's mother, Judy, earlier last spring. And she had some great advice. I don't think she would mind me sharing. Typically, I don't share what people say, because I like to keep my conversations private. But her message was, like, "Let the haters hate. Just keep living your life and keep going out there and being yourself."

NICHOLS: You're now in a ten-day contract with the Nets.

COLLINS: Yes.

NICHOLS: The expectation is they might sign you for the rest of the year. How do you feel it's going so far?

COLLINS: I hope so. But you know, it's a process, and it's something that I can't focus on right now. I worry about, you know, wins and losses and trying to make my teammates' job easier, do what a big man is supposed to do.

NICHOLS: You have all over.

COLLINS: But I'm having fun the whole time. Being back in the NBA is awesome.

NICHOLS: Jason Collins making history. But certainly having a good time doing it, as well. Very special.

All right. We'll have a lot more on tonight's UNGUARDED you are not going to want to miss. Even folks who don't particularly like racing loved watching Dale Earnhardt Jr. win the Daytona 500. But coming up after this break, Earnhardt reveals to me the doubts he had on his way to Victory Lane.

(BEGIN VIDEO CLIP)

EARNHARDT: There was a time in 2009, 2010 where people were giving up on me.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

NICHOLS: I'm Rachel Nichols and welcome back to UNGUARDED.

Dale Earnhardt Jr. has been voted the most popular driver in NASCAR for an unbelievable 11 years in a row. But that doesn't mean things have been easy being the son of one of the most legendary drivers in the sport. After winning the Daytona 500, this past Sunday, the Super Bowl of NASCAR, Earnhardt sat down with me to discuss how he has finally figured out to be his own man.

(BEGIN VIDEOTAPE)

UNIDENTIFIED MALE: It's over. It's Earnhardt! Yee-haw!

UNIDENTIFIED MALE: Dale Jr. captures the flag.

NICHOLS: You called this the race of your life. You won this race ten years ago, but why was this the best record you've ever had?

EARNHARDT: Something about everything that's happened since then, the goods, the bads, the ups and downs. All -- all the trials and dark depths of struggle.

There was a time in 2009, 2010 where people were giving up on me. The sport was giving up on me. I felt like I was losing, you know, my grasp on being competitive. When I won in 2004, I was young. The whole moment just flew by, and I didn't realize what it was worth, you know. So now I get it.

NICHOLS: It was tough. You had more than a seven-year stretch where you had two wins. But even when you weren't winning on the track, you were voted the most popular driver in NASCAR again and again. What did that dichotomy feel like?

EARNHARDT: It was difficult, because you heard criticism from people that the most popular driver is also the most overrated driver, and you got called overrated a lot. I had an inner struggle with it, because I was winning this award, and getting this praise from my fans, but I wasn't delivering. They were -- I was giving them disappointment week after week and not living up to their expectations or mine. And so that was very challenging.

UNIDENTIFIED FEMALE: Thank you, Dale. Love you.

EARNHARDT: The popularity thing is super overwhelming. That and my legacy and heritage, the Earnhardt name. I gained a ton of fans before I ever drove a car, you know.

NICHOLS: And you hadn't done anything.

EARNHARDT: And that didn't feel right, you know. But I mean, maybe they were banking on me doing something, making something of myself.

NICHOLS: You grew up to a degree in the public eye, but I hear you were kind of hard to get to know as a kid. What were you like?

EARNHARDT: Well, just real quiet. I didn't speak to people unless I was spoken to. And I'm not much on small talk anyways.

NICHOLS: Your sister says that when -- she was the one who was more of the daredevil when you were a kid, and that you were the one who was a little scared of taking risks or being in cars or any of that stuff.

EARNHARDT: Yes, I was scared to ride the go-kart or drive the go-cart for the first time or ride the bike for the first time. And, you know, I definitely didn't react the way my dad expected me to react in those situations. And we had a disconnected relationship for so many years because of my shyness and my, you know, I was very quiet and not very outgoing. I wasn't -- I didn't play much sports.

NICHOLS: Was he encouraging you to go into racing?

EARNHARDT: He did. It was a specific day. Me and my brother, Perry, were hanging out together, and Dad said, "You two guys need to get involved in this." There was a (UNINTELLIGIBLE) series that was starting at (UNINTELLIGIBLE) speedways, and he'd never ever say anything like that. He was so busy with his own life, or you know, he just didn't have any interest in what we were doing. And he said, "You need to check this out."

NICHOLS: Was it exciting to feel like he was taking an interest in you?

EARNHARDT: Yes, it was. And it was exciting that he was going to be a part, help us.

NICHOLS: And when you started up the circuit and up the chain, and then you were racing together in NASCAR at one point, was he very encouraging of you? What was he like? EARNHARDT: It was perfect. Yes. Our relationship, I couldn't make heads or tails of our relationship until I started driving, and especially when I got into the nationwide car and won races, we clicked. For the first time when I had -- when I would talk to him, we would have conversations.

Before, it was always one way. I was listening; he was talking. And eventually, he started listening to me, because I was doing things right.

NICHOLS: Did you worry that you wouldn't be good enough?

EARNHARDT: Yes, I had ulcers when I was young, just worrying about trying to race and how I was going to race and how that was going to happen. And I was having problems with my stomach and going to the doctors. And I eventually just decided that I wasn't going to measure up to that. I'm not going to try to be like him. I'm going to do what I -- I'm going to be genuine to myself, and I'm going to enjoy what I'm doing.

(END VIDEOTAPE)

NICHOLS: Amazing to see some of those images of father and son together. But of course, the most striking images are yet to come. Dale Jr. was on the track when his father lost his life. The very same track where he had his greatest victory just days ago. We'll be back with his thoughts on that.

(COMMERCIAL BREAK)

NICHOLS: I'm Rachel Nichols and welcome back to UNGUARDED.

Even 13 years later, Dale Earnhardt Sr.'s death looms over NASCAR and, of course, over his son, who not only shares his name, but his profession. I asked Dale Jr. how he's coped, especially as he's tried to turn those very same miles of asphalt from a place of tragedy to a place of triumph.

(BEGIN VIDEOTAPE)

EARNHARDT: We appreciate everybody's support, and it's a tough time.

NICHOLS: It's hard to think about you at Daytona without thinking about him crashing there. That image of you running to try to get to him, no son should have to go through that.

EARNHARDT: You know, I don't -- that's a memory that I can't help but not think about it. I think about it, and I'm comfortable thinking about it. I'm comfortable with how things went down. I believe that things happen for a reason, and that was his -- that was his deal. That was his time.

And as upset as I was, you know, how am I going to live without my daddy, you know? What am I going to do? How am I going to make these decisions? I stopped and I said, you know, "I've got to feel lucky that he's put me in this position that I'm in."

NICHOLS: You got in the car next week. How did you get into a racecar after that?

EARNHARDT: You don't know whether what you're feeling is right or what you're feeling is wrong, and it's hard to make heads or tails of it, sense of it. But we had a three-car race team, and Dad would have been really upset if we hadn't went to the racetrack. You know, racing is what we do, and his company depended on us surviving.

NICHOLS: You are actually a team owner, too, in NASCAR's nationwide series. You are the one who brought Danica Patrick into the world of NASCAR. Not always a popular thing. Danica has gotten a lot of criticism. Recently, Richard Petty said the only way she could win a race is if nobody else is on the track.

EARNHARDT: Yes.

NICHOLS: What do you think when you hear something like that?

EARNHARDT: It's very rough, you know. That's obviously a harsh statement by any means, by any stretch.

NICHOLS: No one would ever say that about a male driver.

EARNHARDT: Exactly. And you just sit there and you say, what for, you know. What's the point? Even if that's your feeling, why say it?

She goes by a different set of rules, and it's really unfortunate. I -- I feel for how hard she has it. But at the same time, she doesn't want anybody to feel for her. She doesn't want any pity, and she'll let you know that. And she's very, very, very tough. She can -- as rough as the road is for her, she can handle it.

NICHOLS: And you are related to a female driver, as well. Your 13-year-old niece is tearing it up in the miniseries.

EARNHARDT: Yes.

NICHOLS: She's really good.

EARNHARDT: She wins a lot of races, won some championships, and she races with the boys and beats them on a regular basis. And she's fiery, and Danica is her favorite driver. She'd rather Danica win the Daytona 500 than me. So that's the power of Danica Patrick.

NICHOLS: You have all kinds of national commercials and sponsorships and the National Guard and that relationship has gone great for you, but it's fallen under some criticism on Capitol Hill. There was a move in Congress last year to cut off that sponsorship.

REP. BETTY MCCOLLUM (D), MINNESOTA: This year they're paying Mr. Earnhardt again $26.5 million. The program is a waste of taxpayers' money. It doesn't work. EARNHARDT: I know that our relationship with the Guard works to boost recruiting, get people fired up to know more about the National Guard.

NICHOLS: They want to connect to all these fans that want to connect to you.

EARNHARDT: Yes, and they want -- they do. And you get to meet all these people that are in the military, and you get to share their stories with them. And you get a connection and you get a passion for it. And when someone is telling you that they question the reasoning behind the relationship, you definitely want to stand up for it, for what it's worth. I get very passionate about it.

NICHOLS: You started out when you were born with this name and almost this pre-destiny of who you were going to be. And then it seems since then, you're been clearing out for yourself who you want to be. Do you feel good about where you are right now?

EARNHARDT: I feel really, really good. I feel great about what I'm doing and the decisions I'm making, the direction I'm headed, the people I'm spending my time with. It all makes a lot of sense right now.

(END VIDEOTAPE)

NICHOLS: Well, that is always nice to see. Someone who's long been liked for what he represents now comfortable being liked for who he is.

Well, it's been a busy week for UNGUARDED, but you have got to stick around and see everything we were up to while the show was on break for the Olympics, including this revelation from America's new sweethearts on ice.

(BEGIN VIDEO CLIP)

NICHOLS: The story is that you were so shy as a kid you couldn't really look at him.

MERYL DAVIS, OLYMPIC GOLD AND BRONZE MEDALIST: I grew out of that, not so quickly, but eventually.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

NICHOLS: Welcome back. I'm Rachel Nichols.

There was a lot of subtext to the Winter Olympics that just wrapped in Sochi. Terrorism threat, the host country's anti-gay legislation and its significant limits on freedom of expression. And of course, the Sochi problems, a running series of comical hospitality miscues.

But as always, the stories that trumped them all belonged to the athletes. And I was thrilled to be there with them.

(BEGIN VIDEOTAPE)

NICHOLS: You're not the hard-core athlete type that we're used to seeing.

SAGE KOTSENBURG, OLYMPIC GOLD MEDALIST: Yes, I mean, that's the beauty of snowboarding. You don't have to be some mega athlete, like work out all the time.

NICHOLS: Most people know what "gnarly" means. They know what "shredding" means.

KOTSENBURG: Stoked. And...

NICHOLS: I mean, right. But I need some more of the Sage dictionary.

KOTSENBURG: Yes, so we've got -- first and foremost, we've got spice.

NICHOLS: OK. And what does that mean?

KOTSENBURG: Anything you want it to mean. You could just be like, "Oh, you're spice. Oh, that chick was spicy, man."

NICHOLS: You had a pretty emotional interview with Kristen Cooper, got a lot of controversy back in the states afterward.

BODE MILLER, OLYMPIC BRONZE MEDALIST: I was really surprised. I mean, I felt like it was -- it was me, not her. And I felt terrible that she was getting -- getting just massacred in the press. And it was more me just dealing with all these emotions and the buildup of several years of very tough, you know, personal life stuff.

NICHOLS: There's a lot of people outside of skiing who don't know your brother's story. He had a motorcycle crash. How long ago was it?

MILLER: It was '06.

NICHOLS: And when he did have the seizures and died from that, did that make you rethink coming to these Olympics?

MILLER: It didn't change my -- my feelings about the Olympics at all. It probably made the difference in me getting a medal or not.

NICHOLS: When you heard that there were stray dogs around here, and you heard what they were doing, what was that like when you heard the stories?

GUS KENWORTHY, OLYMPIC SILVER MEDALIST: I heard that they were just rounding them up and exterminating them. I wasn't, like, planning on trying to come here and be some animal activist. Just going to try and bring this family home.

NICHOLS: Did you show her your medal? Did she like it?

You were so shy as a kid you couldn't really look at him. Your coach had to put a sticker...

CHARLIE WRIGHT, OLYMPIC GOLD AND BRONZE MEDALIST: That's right.

NICHOLS: ... on your forehead?

WRIGHT: We were both very shy kids, so he just put it right on my forehead so she didn't have to concentrate on, like, looking in my eyes or anything.

DAVIS: I don't know what it was.

WRIGHT: She could just focus on that. So it looked like she was looking up at me.

NICHOLS: Gazing at you. But instead, she's, like, looking at the sticker. Exactly.

DAVIS: I grew out of that. Not so quickly, but eventually.

NICHOLS: You were the only person at this Olympics that I've seen so far who has been greeted by giant heads of a baby.

WISE: Well, unfortunately, my daughter, Nayeli wasn't able to make it out here.

NICHOLS: She's 2 1/2.

WISE: She's 2 1/2. The first thing I saw, actually, when I landed my first run and looked down in the crowd was this giant cutout of my daughter's face. So it's pretty cool.

It's funny. People kind of wrote me off when they found out that I was having a kid. I'm young and they were like...

NICHOLS: You're 23?

WISE: Yes, 23. OK. That's the end of his competitive career, but for me it created this balance in my life.

(END VIDEOTAPE)

NICHOLS: A bunch of people you might not have even heard of a month ago, creating some of the most spectacular moments you have ever seen. What a ride.

All right. That is it for us this week. But you can follow me on Twitter, like us on Facebook or visit us on the Web at CNN.com/unguarded. We'll see you right back here next Friday night on UNGUARDED, where the end of the game is just the start of the story. Good night.